-68.8%
BBWI vs IONS
+52.5%
-121.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.2% | -5.1% | -6.0% |
| 7D | -4.4% | -8.7% | +4.2% | -2.7% |
| 30D | -7.4% | -1.6% | -5.8% | -7.3% |
| 3M | -2.2% | -24.9% | +22.7% | +1.9% |
| 6M | -16.3% | -25.7% | +9.4% | -12.5% |
| YTD | -9.1% | -29.2% | +20.0% | -4.2% |
| 1Y | -34.5% | -13.0% | -21.5% | -34.3% |
| 3Y | -47.0% | +35.9% | -82.9% | -55.3% |
| 5Y | -68.8% | +54.5% | -123.3% | -75.7% |
| All | -68.8% | +52.5% | -121.4% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IONS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling